+392.4%
KEYS vs NIO
-40.3%
+432.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.3% |
| 7D | +0.9% | -7.3% | +8.2% | +1.6% |
| 30D | -5.3% | -22.5% | +17.3% | -3.1% |
| 3M | +0.5% | -30.9% | +31.4% | +3.8% |
| 6M | +14.0% | -37.2% | +51.2% | +18.4% |
| YTD | +60.3% | -29.8% | +90.1% | +64.4% |
| 1Y | +91.3% | -37.4% | +128.7% | +97.7% |
| 3Y | +146.1% | -64.3% | +210.5% | +157.3% |
| 5Y | +80.8% | -90.6% | +171.4% | +100.2% |
| All | +392.4% | -40.3% | +432.8% | +366.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling